IDEAS home Printed from https://ideas.repec.org/e/pwu71.html
   My authors  Follow this author

Shu Wu

(deceased)

Personal Details

This person is deceased (Date: 31 May 2018)
First Name:Shu
Middle Name:
Last Name:Wu
Suffix:
RePEc Short-ID:pwu71
https://news.ku.edu/2018/06/05/university-community-mourns-economist-shu-wu
Terminal Degree:2000 Department of Economics; Stanford University (from RePEc Genealogy)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Lakdawala, Aeimit & Wu, Shu, 2017. "Federal Reserve Credibility and the Term Structure of Interest Rates," MPRA Paper 78253, University Library of Munich, Germany.
  2. Taeyoung Doh & Shu Wu, 2016. "The Equilibrium Term Structure of Equity and Interest Rates," Research Working Paper RWP 16-11, Federal Reserve Bank of Kansas City.
  3. Taeyoung Doh & Shu Wu, 2015. "Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences," Research Working Paper RWP 15-12, Federal Reserve Bank of Kansas City.
  4. Shu Wu, 2005. "Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200519, University of Kansas, Department of Economics, revised Oct 2005.
  5. Shu Wu & Yong Zeng, 2005. "The Term Structure of Interest Rates under Regime Shifts and Jumps," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200520, University of Kansas, Department of Economics, revised Oct 2005.
  6. Shu Wu, 2005. "Monetary Policy and Long-term Interest Rates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200512, University of Kansas, Department of Economics, revised Apr 2005.
  7. William Barnett & Shu Wu, 2004. "On user costs of risy monetary assets," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200404, University of Kansas, Department of Economics, revised Jun 2004.
  8. Yong Zeng & Shu Wu, 2004. "A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk," Econometric Society 2004 North American Summer Meetings 304, Econometric Society.
  9. William Barnett & Shu Wu, 2004. "Intertemporally Non-Separable Monetaryasset Risk Adjustment And Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200405, University of Kansas, Department of Economics, revised Jun 2004.
  10. Shu Wu & Shigeru Iwata, 2004. "Estimating Monetary Policy Effects When Interest Rates are Bounded at Zero," Econometric Society 2004 Far Eastern Meetings 478, Econometric Society.

Articles

  1. Lakdawala, Aeimit & Wu, Shu, 2017. "Federal Reserve credibility and the term structure of interest rates," European Economic Review, Elsevier, vol. 100(C), pages 364-389.
  2. Joseph Fairchild & Jun Ma & Shu Wu, 2015. "Understanding Housing Market Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(7), pages 1309-1337, October.
  3. Zhengxun Tan & Shu Wu, 2014. "A comparison of two housing markets," Applied Economics Letters, Taylor & Francis Journals, vol. 21(2), pages 118-124, January.
  4. Peng Chen & Shu Wu, 2013. "On international stock market co-movements and macroeconomic risks," Applied Economics Letters, Taylor & Francis Journals, vol. 20(10), pages 978-982, July.
  5. Iwata, Shigeru & Wu, Shu, 2012. "A Note On Foreign Exchange Interventions At Zero Interest Rates," Macroeconomic Dynamics, Cambridge University Press, vol. 16(5), pages 802-817, November.
  6. Iwata, Shigeru & Wu, Shu, 2009. "Stock market liberalization and international risk sharing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 461-476, July.
  7. Shu Wu, 2008. "Monetary Policy And Long‐Term Interest Rates," Contemporary Economic Policy, Western Economic Association International, vol. 26(3), pages 398-408, July.
  8. Shu Wu, 2007. "Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 423-442, March.
  9. Iwata, Shigeru & Wu, Shu, 2006. "Macroeconomic Shocks And The Foreign Exchange Risk Premia," Macroeconomic Dynamics, Cambridge University Press, vol. 10(4), pages 439-466, September.
  10. Wu, Shu & Zeng, Yong, 2006. "The term structure of interest rates under regime shifts and jumps," Economics Letters, Elsevier, vol. 93(2), pages 215-221, November.
  11. Iwata, Shigeru & Wu, Shu, 2006. "Estimating monetary policy effects when interest rates are close to zero," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1395-1408, October.
  12. William A. Barnett & Shu Wu, 2005. "On user costs of risky monetary assets," Annals of Finance, Springer, vol. 1(1), pages 35-50, January.
  13. Shu Wu & Yong Zeng, 2005. "A General Equilibrium Model Of The Term Structure Of Interest Rates Under Regime-Switching Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(07), pages 839-869.
  14. William Barnett & Shu Wu, 2004. "Intertemporally non-separable monetary-asset risk adjustment and aggregation," Economics Bulletin, AccessEcon, vol. 5(13), pages 1-9.

Chapters

  1. Shu Wu & Yong Zeng, 2014. "An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk," International Series in Operations Research & Management Science, in: Rogemar S. Mamon & Robert J. Elliott (ed.), Hidden Markov Models in Finance, edition 127, chapter 0, pages 55-83, Springer.
  2. William A. Barnett & Shu Wu, 2011. "On User Costs of Risky Monetary Assets," World Scientific Book Chapters, in: Financial Aggregation And Index Number Theory, chapter 3, pages 85-105, World Scientific Publishing Co. Pte. Ltd..
  3. Shu Wu & Yong Zeng, 2007. "An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk," International Series in Operations Research & Management Science, in: Rogemar S. Mamon & Robert J. Elliott (ed.), Hidden Markov Models in Finance, chapter 1, pages 1-14, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (9) 2004-06-27 2004-10-30 2004-10-30 2005-04-16 2005-04-30 2005-11-05 2016-04-04 2016-12-18 2017-05-07. Author is listed
  2. NEP-MON: Monetary Economics (7) 2004-06-27 2004-07-04 2004-10-30 2004-10-30 2005-04-30 2005-11-05 2017-05-07. Author is listed
  3. NEP-FIN: Finance (5) 2004-07-04 2005-04-16 2005-04-24 2005-11-05 2005-11-05. Author is listed
  4. NEP-CBA: Central Banking (3) 2004-10-30 2005-04-30 2017-05-07
  5. NEP-IFN: International Finance (2) 2004-06-27 2005-11-05
  6. NEP-FMK: Financial Markets (1) 2005-11-05
  7. NEP-HIS: Business, Economic and Financial History (1) 2017-05-07
  8. NEP-RMG: Risk Management (1) 2004-06-27
  9. NEP-UPT: Utility Models and Prospect Theory (1) 2016-04-04

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Shu Wu should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.